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Journal : Science and Technology Indonesia

The Definite Positive Property of Characteristic Function from Compound Geometric Distribution as The Sum of Gamma Distribution Darvi Mailisa Putri; Maiyastri Maiyastri; Dodi Devianto
Science and Technology Indonesia Vol. 3 No. 1 (2018): January
Publisher : Research Center of Inorganic Materials and Coordination Complexes, FMIPA Universitas Sriwijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (1343.352 KB) | DOI: 10.26554/sti.2018.3.1.49-52

Abstract

In this expository article we survey characterization of compound geometric distribution as the sum of gamma distribution. The characterization of this compound distribution is obtained by using the property of characteristic function as the Laplace-Stieltjes transform. The property of definite positive characteristice function of compound geometric distribution as the sum of gamma distribution is explained by analytical methods as the quadratic form of characteristic function.
The Characteristic Function Property of Mixture Negative Binomial-Exponential Distribution Dodi Devianto; Sarah Sarah; Siska Dwi Kumala; Maiyastri Maiyastri
Science and Technology Indonesia Vol. 3 No. 4 (2018): October
Publisher : Research Center of Inorganic Materials and Coordination Complexes, FMIPA Universitas Sriwijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (791.574 KB) | DOI: 10.26554/sti.2018.3.4.178-182

Abstract

This paper introduces a new distribution by mixing the negative binomial distribution and exponential distribution namely negative binomial-exponential (NB-E) distribution. In is given the probability distribution function of NB-E distribution and its characteristic function by using Fourier-Stieltjes transform. In addition we present the some properties of characteristic function from NB-E distribution.
On the Infinitely Divisible of Meixner Distribution Dodi Devianto; Jayanti Herli; Maiyastri Maiyastri; Rahma Diana Safitri
Science and Technology Indonesia Vol. 3 No. 4 (2018): October
Publisher : Research Center of Inorganic Materials and Coordination Complexes, FMIPA Universitas Sriwijaya

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (687.915 KB) | DOI: 10.26554/sti.2018.3.4.147-150

Abstract

The log-returns of most financial data show a significant leptokurtosis. For the better fit we showed a special levy process which is called the Meixner process. The Meixner distribution belongs to the class of infinitely divisible distribution chracterized by using characteristic function and it was proposed as a model for represented efficiently of the log-returns of financial data. The perfect fit of underlying Meixner distribution performing by using goodness of fit test.